+668.5%
BN vs CAPR
-99.1%
+767.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | -2.5% | -2.0% | -0.5% | -2.4% |
| 30D | -9.5% | +139.2% | -148.7% | -10.8% |
| 3M | -10.4% | -66.4% | +56.0% | -9.9% |
| 6M | -6.4% | -63.1% | +56.8% | -6.0% |
| YTD | -11.9% | -67.4% | +55.6% | -11.5% |
| 1Y | -8.6% | +58.2% | -66.9% | -13.2% |
| 3Y | +77.6% | +42.2% | +35.3% | +65.6% |
| 5Y | +37.0% | +87.3% | -50.2% | +26.2% |
| 10Y | +266.4% | -75.3% | +341.7% | +224.8% |
| All | +668.5% | -99.1% | +767.5% | +564.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling